Essays on the Impact of Sentiment on Real Estate Investments

Autor*innen

• Anna Mathieu

Parameter

• 136 Seiten
• 5 Lesestunden

• Wirtschaft

Mehr zum Buch

The book explores the influence of investor and consumer sentiment on real estate decisions, particularly focusing on Real Estate Investment Trusts (REITs) and home-buying behavior in the U.S. Anna Mathieu employs a GARCH-Model to analyze how sentiment affects REIT returns and volatility during the financial crisis. Additionally, she examines consumer sentiment's role in household decisions to purchase new homes, utilizing a dataset of 385 monthly observations from 1978 to 2010 to validate her hypotheses.

• Sprache: Englisch
• Erscheinungsdatum: 2015
• Einband: Hardcover